+35.0%
QCOM vs TSLQ
-97.3%
+132.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -8.0% | +11.1% | +1.7% |
| 7D | +5.1% | -8.6% | +13.6% | +3.7% |
| 30D | +4.3% | -24.9% | +29.2% | -0.1% |
| 3M | -19.6% | -1.5% | -18.1% | -16.9% |
| 6M | +29.5% | -18.1% | +47.5% | +33.2% |
| YTD | +3.4% | -0.1% | +3.5% | +10.8% |
| 1Y | +10.9% | -51.4% | +62.3% | +8.7% |
| 3Y | +74.8% | -95.9% | +170.7% | +42.4% |
| All | +35.0% | -97.3% | +132.2% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TSLQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling